Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
15.07.2024 | 0.51% | 96.75 % | 97.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 484'567 CHF | 487'067 CHF | 99.37% | 99.37% |
12.07.2024 | 0.52% | 97.05 % | 97.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 484'108 CHF | 486'608 CHF | 90.88% | 90.88% |
11.07.2024 | 0.52% | 96.85 % | 97.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 482'753 CHF | 485'253 CHF | 99.37% | 99.37% |
10.07.2024 | 0.52% | 96.40 % | 96.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 480'848 CHF | 483'348 CHF | 99.36% | 99.36% |
09.07.2024 | 0.52% | 95.95 % | 96.45 % | 500'000 | 500'000 | 500'000 | 499'992 | 481'594 CHF | 484'086 CHF | 67.72% | 67.72% |
08.07.2024 | 0.52% | 96.50 % | 97.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 482'797 CHF | 485'297 CHF | 99.38% | 99.38% |
05.07.2024 | 0.52% | 96.55 % | 97.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 483'238 CHF | 485'738 CHF | 99.07% | 99.07% |
04.07.2024 | 0.52% | 96.50 % | 97.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 483'329 CHF | 485'829 CHF | 98.56% | 98.56% |
03.07.2024 | 0.52% | 96.60 % | 97.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 482'299 CHF | 484'799 CHF | 99.34% | 99.34% |
02.07.2024 | 0.52% | 96.05 % | 96.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 479'632 CHF | 482'132 CHF | 99.38% | 99.38% |